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    Pasar Modal Risk and Return

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    Shafira Dea
    The document discusses formulas for calculating return, expected return, variance, and standard deviation of stock prices over time. It provides an example calculating these metrics for Stock A over 5 days where the price changes. It also calculates the same metrics for Stock B over 5 days. It then compares the risk (coefficient of variance) between Stock A and B, concluding that Stock A is riskier since its coefficient of variance is higher.

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    Pasar Modal Risk and Return

    Uploaded by

    Shafira Dea
    32 views4 pages
    The document discusses formulas for calculating return, expected return, variance, and standard deviation of stock prices over time. It provides an example calculating these metrics for Stock A over 5 days where the price changes. It also calculates the same metrics for Stock B over 5 days. It then compares the risk (coefficient of variance) between Stock A and B, concluding that Stock A is riskier since its coefficient of variance is higher.

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    PASAR MODAL RISK AND RETURN

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    The document discusses formulas for calculating return, expected return, variance, and standard deviation of stock prices over time. It provides an example calculating these metrics for Stock A over 5 days where the price changes. It also calculates the same metrics for Stock B over 5 days. It then compares the risk (coefficient of variance) between Stock A and B, concluding that Stock A is riskier since its coefficient of variance is higher.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    32 views4 pages

    Pasar Modal Risk and Return

    Uploaded by

    Shafira Dea
    The document discusses formulas for calculating return, expected return, variance, and standard deviation of stock prices over time. It provides an example calculating these metrics for Stock A over 5 days where the price changes. It also calculates the same metrics for Stock B over 5 days. It then compares the risk (coefficient of variance) between Stock A and B, concluding that Stock A is riskier since its coefficient of variance is higher.

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    © All Rights Reserved
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    You are on page 1of 4

    RUMUS

    Return Individual = Harga Saham Hari KE2 - Harga Saham Hari ke-1
    Harga Saham hari ke-1
    Expected Return = Return Individual x Probabilitas
    atau
    Return Individual
    Jumlah hari pengamatan
    Varian = (return - expexted return )^2 (probabilitas tidak diketahui)
    Jumlah hari pengamatan
    = Total (Probabilitas (return - expected return )^2)
    Standar Deviasi = akar dari varian
    Koefisien Varian = Standar Deviasi
    Expected Return

    Harga Saham Rekaan A


    Hari Harga Return Probabilitas E(Ri) Varian
    1 5000 0 0 0
    2 4500 -0.1 0.25 -0.025 0.001406 0.0375
    3 6000 0.33 0.25 0.0825 0.015314 0.12375
    4 7500 0.25 0.25 0.0625 0.008789 0.09375
    5 8000 0.066 0.25 0.0165 0.000613 0.02475
    Total Return Individual = 0.546 0.026122 0.16162282
    E(Ri) 0.1365 0.1365 0.16
    16%
    Return Individual
    Day 2 4500 - 5000 / 5000 = -500/5000 = -0.1 104
    Day 3 6000 - 4500 / 4500 = 1500/4500 = 0.33
    Day 4 7500 - 6000 / 6000 = 1500/6000 = 0.25
    Day 5 8000 - 7500 / 7500 = 500/7500 = 0.066

    Expected return
    E(Ri) = ( -0.1 + 0.33 + 0.25 + 0.066) = 0.1365
    4

    Harga Saham Rekaan B risk Individual


    Hari Harga Return pembultan probabilita expected return = 25%
    1 4000 0 0 0 e(Ri) varian di ketahui probabilitasnya
    2 3500 -0.125 -0.12 0.25 -0.03 0.002025
    3 5000 0.4285714 0.42 0.25 0.105 0.02480625
    4 7500 0.5 0.5 0.25 0.125 0.03515625
    5 9000 0.2 0.2 0.25 0.05 0.005625
    total return individual 1 0.25 0.0676125
    0.26

    Expected Return stabdar devisiasi = 26%


    E(Ri) 0.25 (-0,12+0,42+0,5+0,2)= 0.25 25%
    4
    RISK INDIVIDUAL
    Expected return = 0.1365 atau 13.65%
    Varian tidak diketahui probabilitas
    Day 2 (-0.1 - 0.025)^2 + (0.33 - 0.0825)^2 + (0.25 - 0.0625)^2 + (0.066 - 0.0165)^2
    4
    atau

    Day 2 (-0.1-0.025)^2 x 0.25

    Misal Varian = 0.0049


    Standar Deviasi
    Standar Deviasi = akar dari 0.0049
    Standar Deviasi = 0.07 atau 7%

    Koefisien Varian
    Misal: Ani berinvestasi di saham A dan B
    3.75 Saham A 0.07 = 0.51
    12.375 0.1365
    9.375 MISAL Saham B 0.09 = 0.3
    2.475 0.3
    16.16228 Kesimpulan
    Bandingkan Saham A dengan Saham B
    0.51 > 0.3 berarti Saham A lebih berisiko daripada saham B

    punya maeds
    SAHAM A 1.04
    SAHAM B 1.172161

    isk Individual
    xpected return = 25%
    arian di ketahui probabilitasnya
    0.045 4.5 -0.1 -0.05 -0.0625 -0.1125
    0.1575 15.75 0.33 0.165 0.214286 0.379286
    0.1875 18.75 0.25 0.125 0.25 0.375
    0.075 7.5 0.066 0.033 0.1 0.133
    0.260024 26.0024 0

    26% 0.06825
    tabdar devisiasi = 26% 0.13
    0.19825

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